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ELC vs. VGT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ELC and VGT is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

ELC vs. VGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Entergy Louisiana LLC Pref (ELC) and Vanguard Information Technology ETF (VGT). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%500.00%December2025FebruaryMarchAprilMay
28.53%
417.47%
ELC
VGT

Key characteristics

Sharpe Ratio

ELC:

0.06

VGT:

0.45

Sortino Ratio

ELC:

0.17

VGT:

0.81

Omega Ratio

ELC:

1.02

VGT:

1.11

Calmar Ratio

ELC:

0.06

VGT:

0.49

Martin Ratio

ELC:

0.13

VGT:

1.61

Ulcer Index

ELC:

5.56%

VGT:

8.23%

Daily Std Dev

ELC:

11.22%

VGT:

29.76%

Max Drawdown

ELC:

-21.09%

VGT:

-54.63%

Current Drawdown

ELC:

-10.19%

VGT:

-13.53%

Returns By Period

In the year-to-date period, ELC achieves a -4.62% return, which is significantly higher than VGT's -10.00% return.


ELC

YTD

-4.62%

1M

-0.34%

6M

-6.77%

1Y

-1.49%

5Y*

0.88%

10Y*

N/A

VGT

YTD

-10.00%

1M

16.78%

6M

-5.73%

1Y

8.73%

5Y*

18.64%

10Y*

19.01%

*Annualized

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Risk-Adjusted Performance

ELC vs. VGT — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ELC
The Risk-Adjusted Performance Rank of ELC is 4949
Overall Rank
The Sharpe Ratio Rank of ELC is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of ELC is 4242
Sortino Ratio Rank
The Omega Ratio Rank of ELC is 4141
Omega Ratio Rank
The Calmar Ratio Rank of ELC is 5454
Calmar Ratio Rank
The Martin Ratio Rank of ELC is 5353
Martin Ratio Rank

VGT
The Risk-Adjusted Performance Rank of VGT is 4848
Overall Rank
The Sharpe Ratio Rank of VGT is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of VGT is 4848
Sortino Ratio Rank
The Omega Ratio Rank of VGT is 4848
Omega Ratio Rank
The Calmar Ratio Rank of VGT is 5252
Calmar Ratio Rank
The Martin Ratio Rank of VGT is 4747
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ELC vs. VGT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Entergy Louisiana LLC Pref (ELC) and Vanguard Information Technology ETF (VGT). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The current ELC Sharpe Ratio is 0.06, which is lower than the VGT Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of ELC and VGT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00December2025FebruaryMarchAprilMay
0.06
0.45
ELC
VGT

Dividends

ELC vs. VGT - Dividend Comparison

ELC's dividend yield for the trailing twelve months is around 5.96%, more than VGT's 0.57% yield.


TTM20242023202220212020201920182017201620152014
ELC
Entergy Louisiana LLC Pref
5.96%5.60%5.73%6.01%4.82%4.53%4.74%5.42%4.95%1.76%0.00%0.00%
VGT
Vanguard Information Technology ETF
0.57%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%

Drawdowns

ELC vs. VGT - Drawdown Comparison

The maximum ELC drawdown since its inception was -21.09%, smaller than the maximum VGT drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for ELC and VGT. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-10.19%
-13.53%
ELC
VGT

Volatility

ELC vs. VGT - Volatility Comparison

The current volatility for Entergy Louisiana LLC Pref (ELC) is 3.57%, while Vanguard Information Technology ETF (VGT) has a volatility of 15.73%. This indicates that ELC experiences smaller price fluctuations and is considered to be less risky than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
3.57%
15.73%
ELC
VGT